2.03Open0.60Pre Close1.20K Volume668 Open Interest177.50Strike Price535.69KTurnover52.94%IV0.02%PremiumDec 6, 2024Expiry Date5.47Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.9184Delta0.0398Gamma30.72Leverage Ratio-0.4188Theta-0.0024Rho-28.21Eff Leverage0.0109Vega